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Weekly Commentary: Hooked On Hedge Fund Leverage
26 Apr 2025 16:07 GMT
… so-called ‘basis trades’ or ‘swap spread trades’ — is a risky development …
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India remains resilient amid global economic headwinds, says Barclays' Mitul Kotecha
26 Apr 2025 16:04 GMT
… US Treasuries as well as swap spread pressure,s and at the …
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Daily Market Outlook - Friday, April 25
25 Apr 2025 12:16 GMT
… unexpected expansion of U.S. swap spreads and a spike in credit …
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How the Treasury market got hooked on hedge fund leverage
25 Apr 2025 04:01 GMT
… -called “basis trades” or “swap spread trades” — is a risky … bonds. In financial parlance, swap spreads have been negative.
However, … investment funds wagering that swap spreads would normalise — betting … culprit was basis or swap spread trades this time — …
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Whippy markets on tariff headlines
24 Apr 2025 03:05 GMT
… down 1bp to 4.55%. Swap spreads were little changed despite the …
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AGNC Investment Corp. (NASDAQ:AGNC) Q1 2025 Earnings Call Transcript
23 Apr 2025 12:24 GMT
… the unprecedented narrowing of swap spreads that occurred during the … the swap market where swap spreads moved so dramatically. They … of hedge instruments and swap spreads. You mentioned sort of … general outlook is for swap spreads going forward from here? …
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Is China Engaging in Large-Scale Dumping of US Treasury Securities?
23 Apr 2025 15:08 GMT
… moves and sharp tightening of swap spreads resulted from massive bouts of …
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Dynex Capital, Inc. (NYSE:DX) Q1 2025 Earnings Call Transcript
23 Apr 2025 12:24 GMT
… also experienced a tightening in swap spreads as some hedge funds were …
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Tariff turmoil casts pall over European banks' 2025 earnings power
23 Apr 2025 09:57 GMT
… . The five-year credit default swap spread on the iTRAXX Europe Crossover …
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FAQ: AIR S&P 500 Total Return futures
23 Apr 2025 01:19 GMT
… , analogous with a total return swap spread.
6. Why is the quoting …